ISSN:0319-5724    

DOI:10.1002/cjs.5550140101

出版商:Wiley‐Blackwell    

年代:1986

数据来源: WILEY

摘要:

AbstractJoint distributions concerning maxima, minima, and their indices are determined for certain conditional random walks called Bernoulli excursion and Bernoulli meander. The distribution of the local time of these processes is treated by generating function technique. Limiting distributions are also given, providing some partial results for Brownian excursion and meander.

ISSN:0319-5724    

DOI:10.2307/3315033

出版商:Wiley‐Blackwell    

年代:1986

数据来源: WILEY

摘要:

AbstractWhen familles have different numbers of offspring, Srivastava (1984) gave an alternative approach to deriving the maximum‐likelihood estimators of inter‐ and intraclass correlations, which requires solving only one equation. Since the procedure is iterative and requires considerable computation, several alternative estimators have been proposed in the literature. In this paper, a comparison is made between the maximum‐likelihood estimator and two alternative estimators proposed by Srivastava (1984). By obtaining the asymptotic normal distributions of the estimators, it is shown that one of the easily computable estimators is comparable to the maximum‐likelihood es

ISSN:0319-5724    

DOI:10.2307/3315034

出版商:Wiley‐Blackwell    

年代:1986

数据来源: WILEY

摘要:

AbstractThe mean vector associated with several independent variates from the exponential subclass of Hudson (1978) is estimated under weighted squared error loss. In particular, the formal Bayes and “Stein‐like” estimators of the mean vector are given. Conditions are also given under which these estimators dominate any of the “natural estimators”.Our conditions for dominance are motivated by a result of Stein (1981), who treated the Np(θ,I) case withp≥ 3. Stein showed that formal Bayes estimators dominate the usual estimator if the marginal density of the data is superharmonic. Our present exponential class generalization entails an elliptic differential inequality in some natural variables.Actually, we assume that each component of the data vector has a probability density function which satisfies a certain differential equation. While the densities of Hudson (1978) are particular solutions of this equation, other solutions are not of the exponential class if certain parameters are unknown. Our approach allows for the possibility of extending the parametric Stein‐theory to useful nonexponential cases, but the problem of nuisance parameters is no

ISSN:0319-5724    

DOI:10.2307/3315035

出版商:Wiley‐Blackwell    

年代:1986

数据来源: WILEY

摘要:

AbstractFor a class of multivariate elliptically contoured distributions the maximum‐likelihood estimators of the mean vector and covariance matrix are found under certain conditions. Likelihood‐ratio criteria are obtained for a class of null hypotheses. These have the same form as in the normal c

ISSN:0319-5724    

DOI:10.2307/3315036

出版商:Wiley‐Blackwell    

年代:1986

数据来源: WILEY

摘要:

AbstractThis article gives the exact distribution of a statistic whose numerator and denominator are independent, the former being a linear combination of independent chi‐square variables and the latter being thekth root of a product ofkindependent chi‐square variables. This structure appears in the study of multivariate linear functional relationship models. The technique of the inverse Mellin transform is used in order to obtain the density of this test statistic in a computable f

ISSN:0319-5724    

DOI:10.2307/3315037

出版商:Wiley‐Blackwell    

年代:1986

数据来源: WILEY

摘要:

AbstractLet X and Y be two arbitraryk‐dimensional discrete random vectors, fork≥ 1. We prove that there exists a coupling method which minimizesP(X≠Y). This result is used to find the least upper bound for the metricd(X, Y) = supA|P(X∈A) −P(Y∈A)| and to derive the inequality d(Σ i=1nXi, Σ i=1nYi) ≤ Σ i=1nd(Xi,Yi). We thus obtain a unified method to measure the disparity between the distributions of sums of independent random vectors. Seve

ISSN:0319-5724    

DOI:10.2307/3315038

出版商:Wiley‐Blackwell    

年代:1986

数据来源: WILEY

摘要:

AbstractScholz (1974) proved that the asymptotic variance of anR‐estimator of location is no larger than that of anL‐estimator when the observations come from a distributionGdifferent from the distributionFfor which the two estimators are efficient. This note extends this result to distributionsFwhose density has a first but no second derivat

ISSN:0319-5724    

DOI:10.2307/3315039

出版商:Wiley‐Blackwell    

年代:1986

数据来源: WILEY

摘要:

AbstractThe upper bound of the parameter of self‐similar processes with stationary increments is given in terms of the moment conditio

ISSN:0319-5724    

DOI:10.2307/3315040

出版商:Wiley‐Blackwell    

年代:1986

数据来源: WILEY